+112.3%
UAL vs RCAT
+46.9%
+65.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +18.6% | -16.6% | +0.3% |
| 7D | +8.2% | -12.7% | +20.9% | +9.2% |
| 30D | +2.3% | -34.3% | +36.6% | +6.0% |
| 3M | -12.7% | -53.4% | +40.7% | -6.8% |
| 6M | +12.7% | -62.0% | +74.7% | +20.9% |
| YTD | +0.8% | -49.1% | +49.9% | +3.1% |
| 1Y | +17.8% | -53.1% | +70.9% | +20.7% |
| 3Y | +206.7% | +318.7% | -112.0% | +142.2% |
| All | +112.3% | +46.9% | +65.4% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling